• Management Science and Financial Engineering
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• 제18권2호
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• pp.1-4
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• 2012

We study optimal trading strategy of a market maker with stock inventory. Following Avellaneda and Stoikov (2008), we assume the stock price follows a normal distribution. However, we take a constant expected rate of the stock return and assume that the stock volatility is an inverse function of the stock price level. We show that the optimal bid-ask spread of the market maker is wider for a higher expected rate of stock returns.

• 한국통신학회논문지
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• 제32권12A호
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• pp.1346-1353
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• 2007

본 논문에서는 필터함수의 감쇄극점(poles)과 반사손실(Return Loss)로부터 전송계수($S_{21}$)와 반사계수($S_{11}$)를 도출하고, 이 값들로부터 대역통과필터 설계를 위한 결합계수행렬 계산법을 제시하였다. 계산된 결합계수행렬에 유사변환을 적용하여서 결합계수행렬을 접힌 표준형 필터 구조의 커플링계수 행렬로 변환하였다. 그 결과를 이용하여 접힌 표준형 필터를 설계하였다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2020년도 학술발표회
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• pp.362-362
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• 2020

Flash flood is a dangerous weather phenomenon, affecting humans and the economy. The identification, forecast of the changing trend and its characteristics are increasingly concerned. In the world, there have many methods for determining the characteristics of flash floods, in which flash flood guidance (FFG) is a fast, effective and widely used method. The main source of flash floods is short-term rainfall. In this study, we used the data of cross-sectional measurement at the tributaries and the hourly rain data from the automatic rainfall measurement stations in the Geum river basin. Besides, we use a combination of the flash flood guidance and the best fit distribution function to estimate the repeatability of flash floods for head-water catchments in Geum river basin. In which, FFG determines the threshold of rainfall for flash floods. The study has determined the best hourly rainfall distribution function for the Geum river basin and estimated the maximum rainfall of 1hr according to the return periods.

• Ocean and Polar Research
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• 제39권4호
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• pp.301-318
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• 2017

The production of Korean offshore fisheries has been gradually decreasing due to the severe depletion of offshore fisheries resources caused by excessive fishing efforts. The production of the offshore fisheries in 2016 was the lowest since 1975. So the federal and local governments in Korea adopted and implemented various fisheries management plans and policies in order to restore fisheries resources. However, these plans and polices have not been successful in re-establishing fisheries resources. Thus, in order to accurately diagnose the situation with regard to offshore fisheries, this study sought to estimate not only the return to scale by fishing gear of offshore fisheries, but marginal productivity of individual fishing gear based on production factors derived from offshore fisheries production functions. The study was organized in the following manner. First of all, this study estimates production functions of offshore fisheries. The Cobb-Douglas and the translog production functions are adopted as offshore fisheries production functions. Specifically, the functions are estimated by crew, vessels, and offshore resource as production factors. The offshore resource is estimated by the Clarke Yoshimoto Pooley model based on the surplus production model. Secondly, the fisheries production functions are extended to the fixed-effect model and the random-effect model with panel data. Thirdly, this study analyzes the return to scale of offshore fisheries and the marginal productivity of the production factors from the estimated offshore fisheries production function. In conclusion, this study suggests plans and countermeasures for productivity improvement by group (labor intensive or technology intensive) based on the characteristics of individual offshore fishing gear.

• 경영과정보연구
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• 제27권
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• pp.131-147
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• 2008

The study examines common component existing in five Asian countries from 1991 to 2007. To do this, the daily stock market indices of Korea, Malaysia, Thailand, Indonesia, and the Philippines were used. Using a Vector Autoregressive Model this paper analyzes causal relations and dynamic interactions between five Asian stock markets. The findings in this study indicate that level of five Asian stock markets' stock return linkages are low. First, from the statistics for pair-wise Granger causality tests, I find Granger-causal relationship between Korea and Indonesia and between Malaysia and and Indonesia. Second, from the results of response function and the statistics of variance decomposition, I find that week shocks to Korean stock market return on Malaysia, Indonesia, Thailand, and the Philippines stock market returns. The results indicate increased Asian stock market linkages but the level is very low. This implies that the benefits of diversification within the five Asian stock markets are still existed.

• The Journal of Asian Finance, Economics and Business
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• 제9권4호
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• pp.325-332
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• 2022

This research aims to examine and assess how management methods, financial conditions, and corporate governance strategies affect stock returns. This study employs a quantitative approach with a population of 1968 firms with stock returns (return) and a sample of 225 companies with corporate governance practices in the manufacturing industry in Indonesia from 2013 to 2018. The findings of this study show that strategic management has a significant impact on stock return, financial condition, and corporate governance strategy. The findings of this study on debt strategy as a proxy for management strategy, debt default as a proxy for economic conditions, corporate governance strategy as a proxy for centralized ownership, and independent commissioners function as a mechanism of internal and external control in increasing stock return for investors all support increasing stock return for investors. The cost reduction strategy includes reducing operating costs unless the audit committee has not yet functioned as an internal control or requirement for a company to be listed with the Financial Services Authority on the Indonesia Stock Exchange.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2001년도 하계학술대회 논문집 D
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• pp.2649-2650
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• 2001

In this paper, the minimization of particle wit introduction of face to face to face type in cleaning. Easy input and change of parameter Monitoring function of process data in process function of 3 moving axis. Return Tank for Chem : cal solution.

• 전력전자학회:학술대회논문집
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• 전력전자학회 2001년도 전력전자학술대회 논문집
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• pp.296-297
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• 2001

In this paper, the minimization of particle wit introduction of face to face to face type in cleaning. Easy input and change of parameter Monitoring function of process data in process function of 3 moving axis. Return Tank for Chem cal solution

• 복식
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• 제65권6호
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• pp.99-111
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• 2015

The purpose of this study is to identify the expression methods of uncanny images shown in contemporary fashion through the visual expression methods of plastic arts. The study results are as following. First, there is a concept-forming element of 'The return of Repressed', which is a psychological mechanism for generating uncanny sets to the component of 'repression' and 'return'. 'Repression' herein consisted of 'unconsciousness', 'the other', and 'anxiety', while the return was composed of 'trauma' and 'repetition compulsion'. Second, there are visual expression methods of the uncanny in contemporary art. The subject of 'repressed things' was expressed as grotesque and having a terrible look. 'Fragmented body' was analyzed as 'dismantling' by mutilation, 'combination' placing cut body parts in other places, and 'damage' suffering from an illness or accident. 'Fear of death' was shown as 'anatomy' reminiscent of death and 'iconography of death' meaning return of the dead. 'Post-human' was a surrealistic being such as a monster and mechanized human, and was analyzed as 'gene variation' and 'cyborg'. Third, the methods of visual expression of the uncanny reflected on contemporary fashion was analyzed as 'fragmented body', 'fear of death', and 'post-human'. 'Fragmented body' appeared as the object reminiscent of the fragmented body, 'dismantling and combination of the body', and 'damage of the body' through the distortion of the clothing construction principle. 'Fear of death' visualized the characteristic elements of the subject reminiscent of death as 'iconography of death' and 'symbolic object of death' through the motif. 'Post-human' was the description of the subject beyond the body's function and form, and was shown as 'gene variation' and 'cyborg'.

• 한국직업건강간호학회지
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• 제14권1호
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• pp.16-23
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• 2005

Purpose: The Purpose of the study was to suggest how the health manager use to be easy return-to-work of injured workers. Method: The data were collected by the health managers working at the 103 companies over medium size in Incheon, Gyoung-gi and Seoul through interview and report by themselves and analyzed by SAS V8 through t-test. Result: 1. The health managers are consisted of 2 kinds, one is health manager such as physician(10%) or nurse(81%) and the other is safety manager. The former works at the manufacturing company(62.9%), the latter at the service one(42.4%). 2. Management and counseling of occupational and non-occupational diseases, and high risk workers, health education, emergency care, worksite rounding, guidance of personal protector use, and health promotion services were highly performed by health managers. Comparing to these, safety managers performed guidance of job safety, safety management. The difference of two kinds of manager was significant statistically not only the aspect of general job but also related job to the workers of return-to-work after accident. Conclusion: This result shows that health manager can function as a care manager to the workers after return-to-work for adaptation to their job and rehabilitation bio-psycho-socially. But health managers don't have any regulations of encouraging injured workers to get their job again officially.